Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; SignalTimeFrame=60; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=false; StartHour=2; StopHour=15; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 123.26 | Gross profit | 2564.98 | Gross loss | -2441.72 |
| Profit factor | 1.05 | Expected payoff | 15.41 | ||
| Absolute drawdown | 2270.43 | Maximal drawdown | 2662.49 (25.62%) | Relative drawdown | 25.62% (2662.49) |
| Total trades | 8 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 2 (25.00%) | Loss trades (% of total) | 6 (75.00%) | ||
| Largest | profit trade | 2237.24 | loss trade | -593.33 | |
| Average | profit trade | 1282.49 | loss trade | -406.95 | |
| Maximum | consecutive wins (profit in money) | 1 (2237.24) | consecutive losses (loss in money) | 5 (-2029.71) | |
| Maximal | consecutive profit (count of wins) | 2237.24 (1) | consecutive loss (count of losses) | -2029.71 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 11:00 | buy | 1 | 1.00 | 90.954 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 23:00 | close | 1 | 1.00 | 90.714 | 0.000 | 0.000 | -264.57 | 9735.43 |
| 3 | 2009.11.05 11:00 | sell | 2 | 1.00 | 90.189 | 0.000 | 0.000 | ||
| 4 | 2009.11.05 15:00 | close | 2 | 1.00 | 90.587 | 0.000 | 0.000 | -439.36 | 9296.07 |
| 5 | 2009.11.06 16:00 | sell | 3 | 1.00 | 90.038 | 0.000 | 0.000 | ||
| 6 | 2009.11.09 05:00 | close | 3 | 1.00 | 90.194 | 0.000 | 0.000 | -173.73 | 9122.34 |
| 7 | 2009.11.11 03:00 | sell | 4 | 1.00 | 89.525 | 0.000 | 0.000 | ||
| 8 | 2009.11.11 09:00 | close | 4 | 1.00 | 90.028 | 0.000 | 0.000 | -558.72 | 8563.62 |
| 9 | 2009.11.12 16:00 | buy | 5 | 1.00 | 90.315 | 0.000 | 0.000 | ||
| 10 | 2009.11.13 11:00 | close | 5 | 1.00 | 89.782 | 0.000 | 0.000 | -593.33 | 7970.29 |
| 11 | 2009.11.13 15:00 | sell | 6 | 1.00 | 89.579 | 0.000 | 0.000 | ||
| 12 | 2009.11.17 14:00 | close | 6 | 1.00 | 89.285 | 0.000 | 0.000 | 327.74 | 8298.03 |
| 13 | 2009.11.19 16:00 | sell | 7 | 1.00 | 88.708 | 0.000 | 0.000 | ||
| 14 | 2009.11.19 22:00 | close | 7 | 1.00 | 89.075 | 0.000 | 0.000 | -412.01 | 7886.02 |
| 15 | 2009.11.24 16:00 | sell | 8 | 1.00 | 88.505 | 0.000 | 0.000 | ||
| 16 | 2009.11.27 15:00 | close | 8 | 1.00 | 86.565 | 0.000 | 0.000 | 2237.24 | 10123.26 |